+7,716.4%
TPR vs IRM
+2,902.6%
+4,813.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -23.0% | -8.1% | -14.9% | -20.2% |
| 3M | -12.5% | -9.7% | -2.8% | -8.9% |
| 6M | -21.4% | +10.0% | -31.4% | -26.2% |
| YTD | -3.5% | +43.0% | -46.5% | -21.2% |
| 1Y | +17.4% | +32.7% | -15.3% | -1.2% |
| 3Y | +291.3% | +102.7% | +188.5% | +157.8% |
| 5Y | +241.9% | +187.6% | +54.3% | +84.4% |
| 10Y | +322.7% | +420.1% | -97.4% | +62.0% |
| All | +7,716.4% | +2,902.6% | +4,813.8% | +884.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling